An overview on the progeny of the skew-normal family – a personal perspective. (English) Zbl 1493.62269
Summary: In the last two decades or so, much work has been dedicated to the portion of distribution theory stemming from the skew-normal distribution and its ramification. This contribution presents an outline of the theme, without attempting a detailed review, which would be unfeasible, given the amount of available material. The aim is to present a panoramic view of the theme, leaving out the fine details, with rather more emphasis on the evolution of the underlying ideas and on the breath of the overall developments, as for range of specific directions considered.
MSC:
| 62H05 | Characterization and structure theory for multivariate probability distributions; copulas |
| 62E10 | Characterization and structure theory of statistical distributions |
| 60Exx | Distribution theory |
Keywords:
flexible families of distributions; skew-elliptical distributions; skew-normal distribution; symmetry-modulated distributionsReferences:
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